Factor investing : from traditional to alternative risk premia /
This new edited volume consists of a collection of original articles written by leading industry experts in the area of factor investing. The chapters introduce readers to some of the latest research developments in the area of equity and alternative investment strategies. Each chapter deals with ne...
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| Format: | eBook |
| Language: | English |
| Published: |
London, UK : Kidlington, Oxford, UK :
ISTE Press ; Elsevier,
2017.
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| Series: | Quantitative finance set
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| Online Access: | Connect to the full text of this electronic book |
| Summary: | This new edited volume consists of a collection of original articles written by leading industry experts in the area of factor investing. The chapters introduce readers to some of the latest research developments in the area of equity and alternative investment strategies. Each chapter deals with new methods for constructing and harvesting traditional and alternative risk premia, building strategic and tactical multifactor portfolios, and assessing related systematic investment performances. This volume will be of help to portfolio managers, asset owners and consultants, as well as academics and students who want to improve their knowledge and understanding of systematic risk factor investing. |
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| Physical Description: | 1 online resource (xxiii, 455 pages) : illustrations (some color) |
| Bibliography: | Includes bibliographical references and index. |
| ISBN: | 9780081019641 0081019645 |